Continuous Time Markov Processes (Graduate Studies in Mathematics)

by Thomas M. Liggett (Author)

Be the first to review this item

ISBN-13: 978-0821849491

ISBN-10: 0821849492

Why is ISBN important?

Have one to sell? Sell on Amazon

Buy new

$37.02

Only 5 left in stock (more on the way).

Ships from and sold by Amazon.com. Gift-wrap available.

Want it tomorrow, April 23? Order within and choose Saturday Delivery at checkout. Details

List Price: $58.00 Save: $20.98 (36%)

10 New from $33.01

FREE Shipping.

Turn on 1-Click ordering

Ship to:

Select a shipping address:

More Buying Choices

10 New from $33.01 11 Used from $32.14

21 used & new from $32.14

See All Buying Options

Free%20Two-Day%20Shipping%20for%20College%20Students%20with%20Amazon%20Student

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.

Continuous Time Markov Processes (Graduate Studies in Mathematics)

$37.02 FREE Shipping. Only 5 left in stock (more on the way). Ships from and sold by Amazon.com. Gift-wrap available.

Frequently Bought Together

Total price: $146.02

Buy the selected items together

This item:Continuous Time Markov Processes (Graduate Studies in Mathematics) by Thomas M. Liggett Hardcover $37.02
In Stock.
Ships from and sold by Amazon.com.
FREE Shipping. Details
Stochastic Interacting Systems: Contact, Voter and Exclusion Processes (Grundlehren der… by Thomas M. Liggett Hardcover $109.00
In Stock.
Ships from and sold by Amazon.com.
FREE Shipping. Details

Customers Who Bought This Item Also Bought

Page 1 of 1 Start overPage 1 of 1

This shopping feature will continue to load items. In order to navigate out of this carousel please use your heading shortcut key to navigate to the next or previous heading.

Rick Durrett

34

Hardcover
$71.23
Thomas M. Liggett

1

Hardcover
$109.00
K. B. Athreya
Paperback
$17.95
Lorenzo Bergomi
Hardcover
$83.70
Frigyes Riesz

6

Paperback
$19.91
Ioannis Karatzas

10

Paperback
$51.10

NO_CONTENT_IN_FEATURE

Product Details

Series: Graduate Studies in Mathematics
Hardcover: 271 pages
Publisher: American Mathematical Society (March 9, 2010)
Language: English
ISBN-10: 0821849492
ISBN-13: 978-0821849491
Product Dimensions: 0.8 x 7 x 10 inches
Shipping Weight: 1.4 pounds (View shipping rates and policies)
Average Customer Review: Be the first to review this item
Amazon Best Sellers Rank: #1,367,437 in Books (See Top 100 in Books)
- #3335 in Books > Textbooks > Science & Mathematics > Mathematics > Statistics
- #4727 in Books > Science & Math > Mathematics > Applied > Probability & Statistics

Would you like to update product info or give feedback on images?

Customers Viewing This Page May Be Interested In These Sponsored Links

(What's this?)

Customer Reviews

There are no customer reviews yet.

5 star
4 star
3 star
2 star
1 star

Share your thoughts with other customers

Write a customer review

Set up an Amazon Giveaway

Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers. Learn more

This item: Continuous Time Markov Processes (Graduate Studies in Mathematics)

Set up a giveaway